+2,521.8%
IBM vs ADP
+12,213.2%
-9,691.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | -5.0% | +3.2% | -8.2% | -6.4% |
| 30D | +11.1% | +14.9% | -3.8% | +4.2% |
| 3M | +5.7% | +11.6% | -5.9% | +0.4% |
| 6M | +10.1% | +48.5% | -38.3% | -7.7% |
| YTD | -15.6% | +20.6% | -36.2% | -22.4% |
| 1Y | -19.5% | +23.7% | -43.2% | -26.9% |
| 3Y | +80.4% | +47.8% | +32.6% | +50.9% |
| 5Y | +140.0% | +47.7% | +92.3% | +96.6% |
| 10Y | +155.0% | +324.0% | -169.0% | +30.0% |
| All | +2,521.8% | +12,213.2% | -9,691.4% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling